The Snapshot API from ThetaData — 17 operation(s) for snapshot.
openapi: 3.1.0
info:
title: Theta Data v3 At-Time Snapshot API
description: Real-time and historic stock, options, and index data!
version: 3.0.0
x-java-package: net.thetadata.generated
servers:
- url: http://127.0.0.1:25503/v3
description: dev
security: []
tags:
- name: Snapshot
paths:
/stock/snapshot/ohlc:
x-skip-concurrent-limit: true
x-min-subscription: value
x-symbol-wildcard: true
get:
summary: Open High Low Close
operationId: stock_snapshot_ohlc
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''pandas'')
df = client.stock_snapshot_ohlc(symbol=[''AAPL''])
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''polars'')
df = client.stock_snapshot_ohlc(symbol=[''AAPL''])
'
tags:
- Snapshot
description: '
Provides a real-time Open, High, Low, Close for the current day.
* Returns a real-time session OHLC from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
* Returns a 15-minute delayed session OHLC from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) if the account has the stocks value subscription.
* Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
'
x-sample-urls:
- url: http://127.0.0.1:25503/v3/stock/snapshot/ohlc?symbol=*
description: Returns OHLC for stocks for all symbols
- url: http://127.0.0.1:25503/v3/stock/snapshot/ohlc?symbol=AAPL&venue=nqb
description: Returns OHLC for a given stock trade from the Nasdaq Basic feed
- url: http://127.0.0.1:25503/v3/stock/snapshot/ohlc?symbol=AAPL&venue=nqb&format=html
description: Click to open in browser (HTML)
parameters:
- $ref: '#/components/parameters/multi_symbol'
- $ref: '#/components/parameters/venue'
- $ref: '#/components/parameters/min_time'
- $ref: '#/components/parameters/format'
responses:
'200':
description: Returns OHLC for stocks for all symbols
content:
text/csv:
schema:
type: array
items: &id001
type: object
properties:
timestamp:
type: string
format: date-time
description: The timestamp in YYYY-MM-DDTHH:mm:ss.SSS format.
symbol:
type: string
description: The symbol of the contract, or stock / underlying asset / option / index.
open:
type: number
description: The opening trade price.
high:
type: number
description: The highest traded price.
low:
type: number
description: The lowest traded price.
close:
type: number
description: The closing traded price.
volume:
type: integer
description: The amount of contracts / shares traded.
count:
type: integer
description: The amount of trades.
example: "timestamp,symbol,open,high,low,close,volume,count\r\n2025-08-20T16:10:04.43,CVCO,492.0000,492.0000,480.5477,485.1100,119656,7684\r\n2025-08-20T16:11:13.962,IFRX,0.8900,0.9199,0.8529,0.8929,57048,138\r\n2025-08-20T16:04:10.564,KLXY,0.0000,0.0000,0.0000,0.0000,9,6\r\n2025-08-20T16:04:07.554,HCOW,23.5600,23.6976,23.5600,23.6616,3648,44\r\n2025-08-20T16:22:32.726,SCS,16.2000,16.3200,16.1550,16.1800,992620,7690\r\n"
application/json:
schema: &id002
type: array
items: *id001
example: "{\n \"response\": [\n {\"volume\":119656,\"symbol\":\"CVCO\",\"high\":492.0000,\"low\":480.5477,\"count\":7684,\"close\":485.1100,\"open\":492.0000,\"timestamp\":\"2025-08-20T16:10:04.43\"},\n {\"volume\":57048,\"symbol\":\"IFRX\",\"high\":0.9199,\"low\":0.8529,\"count\":138,\"close\":0.8929,\"open\":0.8900,\"timestamp\":\"2025-08-20T16:11:13.962\"},\n {\"volume\":9,\"symbol\":\"KLXY\",\"high\":0.0000,\"low\":0.0000,\"count\":6,\"close\":0.0000,\"open\":0.0000,\"timestamp\":\"2025-08-20T16:04:10.564\"},\n {\"volume\":3648,\"symbol\":\"HCOW\",\"high\":23.6976,\"low\":23.5600,\"count\":44,\"close\":23.6616,\"open\":23.5600,\"timestamp\":\"2025-08-20T16:04:07.554\"},\n {\"volume\":992620,\"symbol\":\"SCS\",\"high\":16.3200,\"low\":16.1550,\"count\":7690,\"close\":16.1800,\"open\":16.2000,\"timestamp\":\"2025-08-20T16:22:32.726\"}\n ]\n}\n"
application/x-ndjson:
schema: *id002
example: '{"volume":119656,"symbol":"CVCO","high":492.0000,"low":480.5477,"count":7684,"close":485.1100,"open":492.0000,"timestamp":"2025-08-20T16:10:04.43"}
{"volume":57048,"symbol":"IFRX","high":0.9199,"low":0.8529,"count":138,"close":0.8929,"open":0.8900,"timestamp":"2025-08-20T16:11:13.962"}
{"volume":9,"symbol":"KLXY","high":0.0000,"low":0.0000,"count":6,"close":0.0000,"open":0.0000,"timestamp":"2025-08-20T16:04:10.564"}
{"volume":3648,"symbol":"HCOW","high":23.6976,"low":23.5600,"count":44,"close":23.6616,"open":23.5600,"timestamp":"2025-08-20T16:04:07.554"}
{"volume":992620,"symbol":"SCS","high":16.3200,"low":16.1550,"count":7690,"close":16.1800,"open":16.2000,"timestamp":"2025-08-20T16:22:32.726"}'
python/pandas:
schema: *id002
example: 'timestamp symbol open high low close volume count
0 2026-04-27 12:13:13.669000-04:00 AAPL 266.09 268.36 265.07 266.9199 10436064 212955
'
python/polars:
schema: *id002
example: 'shape: (1, 8)
┌────────────────────────────────┬────────┬────────┬────────┬────────┬──────────┬──────────┬────────┐
│ timestamp ┆ symbol ┆ open ┆ high ┆ low ┆ close ┆ volume ┆ count │
│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │
│ datetime[ms, America/New_York] ┆ str ┆ f64 ┆ f64 ┆ f64 ┆ f64 ┆ i64 ┆ i64 │
╞════════════════════════════════╪════════╪════════╪════════╪════════╪══════════╪══════════╪════════╡
│ 2026-04-27 12:13:13.669 EDT ┆ AAPL ┆ 266.09 ┆ 268.36 ┆ 265.07 ┆ 266.9199 ┆ 10436064 ┆ 212955 │
└────────────────────────────────┴────────┴────────┴────────┴────────┴──────────┴──────────┴────────┘
'
/stock/snapshot/trade:
x-skip-concurrent-limit: true
x-min-subscription: standard
get:
summary: Trade
operationId: stock_snapshot_trade
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''pandas'')
df = client.stock_snapshot_trade(symbol=[''AAPL''])
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''polars'')
df = client.stock_snapshot_trade(symbol=[''AAPL''])
'
tags:
- Snapshot
description: '
Returns a real-time last trade from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
- Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
'
x-sample-urls:
- url: http://127.0.0.1:25503/v3/stock/snapshot/trade?symbol=AAPL
description: Returns last trade for stocks for a given symbol
- url: http://127.0.0.1:25503/v3/stock/snapshot/trade?symbol=AAPL&format=html
description: Click to open in browser (HTML)
parameters:
- $ref: '#/components/parameters/multi_symbol'
- $ref: '#/components/parameters/venue'
- $ref: '#/components/parameters/min_time'
- $ref: '#/components/parameters/format'
responses:
'200':
description: Returns last trade for stocks for a given symbol
content:
text/csv:
schema:
type: array
items: &id003
type: object
properties:
timestamp:
type: string
format: date-time
description: The timestamp in YYYY-MM-DDTHH:mm:ss.SSS format.
symbol:
type: string
description: The symbol of the contract, or stock / underlying asset / option / index.
sequence:
type: integer
description: The exchange [sequence](/Articles/Data-And-Requests/Making-Requests.html#trade-sequences).
size:
type: integer
description: The amount of contracts / shares traded.
condition:
type: integer
description: The trade [condition](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html).
price:
type: number
description: The trade price.
example: "timestamp,symbol,sequence,size,condition,price\r\n2025-08-20T16:36:05.549,AAPL,63539137,23,1,225.7500\r\n"
application/json:
schema: &id004
type: array
items: *id003
example: "{\n \"response\": [\n {\"symbol\":\"AAPL\",\"sequence\":63539137,\"condition\":1,\"size\":23,\"price\":225.7500,\"timestamp\":\"2025-08-20T16:36:05.549\"}\n ]\n}\n"
application/x-ndjson:
schema: *id004
example: '{"symbol":"AAPL","sequence":63539137,"condition":1,"size":23,"price":225.7500,"timestamp":"2025-08-20T16:36:05.549"}'
python/pandas:
schema: *id004
example: 'timestamp symbol sequence size condition price
0 2026-04-27 12:13:13.669000-04:00 AAPL 35639213 21 96 266.9263
'
python/polars:
schema: *id004
example: 'shape: (1, 6)
┌────────────────────────────────┬────────┬──────────┬──────┬───────────┬──────────┐
│ timestamp ┆ symbol ┆ sequence ┆ size ┆ condition ┆ price │
│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │
│ datetime[ms, America/New_York] ┆ str ┆ i64 ┆ i64 ┆ i64 ┆ f64 │
╞════════════════════════════════╪════════╪══════════╪══════╪═══════════╪══════════╡
│ 2026-04-27 12:13:13.669 EDT ┆ AAPL ┆ 35639213 ┆ 21 ┆ 96 ┆ 266.9263 │
└────────────────────────────────┴────────┴──────────┴──────┴───────────┴──────────┘
'
/stock/snapshot/quote:
x-skip-concurrent-limit: true
x-min-subscription: value
x-symbol-wildcard: true
get:
summary: Quote
operationId: stock_snapshot_quote
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''pandas'')
df = client.stock_snapshot_quote(symbol=[''AAPL''])
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''polars'')
df = client.stock_snapshot_quote(symbol=[''AAPL''])
'
tags:
- Snapshot
description: '* Returns a real-time last BBO quote from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
* Returns a 15-minute delayed NBBO quote from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.
- Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
'
x-sample-urls:
- url: http://127.0.0.1:25503/v3/stock/snapshot/quote?symbol=*
description: Returns last quote for stocks for all symbols
- url: http://127.0.0.1:25503/v3/stock/snapshot/quote?symbol=AAPL&venue=nqb
description: Returns OHLC for a given stock trade from the Nasdaq Basic feed
- url: http://127.0.0.1:25503/v3/stock/snapshot/quote?symbol=AAPL&format=html
description: Click to open in browser (HTML)
parameters:
- $ref: '#/components/parameters/multi_symbol'
- $ref: '#/components/parameters/venue'
- $ref: '#/components/parameters/min_time'
- $ref: '#/components/parameters/format'
responses:
'200':
description: Returns last quote for stocks for all symbols
content:
text/csv:
schema:
type: array
items: &id005
type: object
properties:
timestamp:
type: string
format: date-time
description: The timestamp in YYYY-MM-DDTHH:mm:ss.SSS format.
symbol:
type: string
description: The symbol of the contract, or stock / underlying asset / option / index.
bid_size:
type: integer
description: The last NBBO bid size.
bid_exchange:
type: integer
description: The last NBBO bid [exchange](/Articles/Errors-Exchanges-Conditions/Exchanges.html).
bid:
type: number
description: The last NBBO bid price.
bid_condition:
type: integer
description: The last NBBO bid [condition](/Articles/Errors-Exchanges-Conditions/Quote-Conditions.html).
ask_size:
type: integer
description: The last NBBO ask size.
ask_exchange:
type: integer
description: The last NBBO ask [exchange](/Articles/Errors-Exchanges-Conditions/Exchanges.html).
ask:
type: number
description: The last NBBO ask price.
ask_condition:
type: integer
description: The last NBBO ask [condition](/Articles/Errors-Exchanges-Conditions/Quote-Conditions.html).
example: "timestamp,symbol,bid_size,bid_exchange,bid,bid_condition,ask_size,ask_exchange,ask,ask_condition\r\n2025-08-20T16:03:05.142,CVCO,1,29,475.75,0,3,29,494.33,0\r\n2025-08-20T16:10:05.032,KLXY,200,29,12.40,0,200,29,37.18,0\r\n2025-08-20T16:21:05.781,IFRX,100,29,0.7510,0,45,29,0.9500,0\r\n2025-08-20T16:19:55.101,SCS,100,29,14.64,0,100,29,17.60,0\r\n2025-08-20T16:33:50.877,BBC,100,29,13.29,0,2800,29,24.06,0\r\n"
application/json:
schema: &id006
type: array
items: *id005
example: "{\n \"response\": [\n {\"symbol\":\"CVCO\",\"ask_size\":3,\"bid_size\":1,\"ask_exchange\":29,\"ask_condition\":0,\"bid_exchange\":29,\"ask\":494.33,\"bid\":475.75,\"bid_condition\":0,\"timestamp\":\"2025-08-20T16:03:05.142\"},\n {\"symbol\":\"KLXY\",\"ask_size\":200,\"bid_size\":200,\"ask_exchange\":29,\"ask_condition\":0,\"bid_exchange\":29,\"ask\":37.18,\"bid\":12.40,\"bid_condition\":0,\"timestamp\":\"2025-08-20T16:10:05.032\"},\n {\"symbol\":\"IFRX\",\"ask_size\":45,\"bid_size\":100,\"ask_exchange\":29,\"ask_condition\":0,\"bid_exchange\":29,\"ask\":0.9500,\"bid\":0.7510,\"bid_condition\":0,\"timestamp\":\"2025-08-20T16:21:05.781\"},\n {\"symbol\":\"SCS\",\"ask_size\":100,\"bid_size\":100,\"ask_exchange\":29,\"ask_condition\":0,\"bid_exchange\":29,\"ask\":17.60,\"bid\":14.64,\"bid_condition\":0,\"timestamp\":\"2025-08-20T16:19:55.101\"},\n {\"symbol\":\"BBC\",\"ask_size\":2800,\"bid_size\":100,\"ask_exchange\":29,\"ask_condition\":0,\"bid_exchange\":29,\"ask\":24.06,\"bid\":13.29,\"bid_condition\":0,\"timestamp\":\"2025-08-20T16:33:50.877\"}\n ]\n}\n"
application/x-ndjson:
schema: *id006
example: '{"symbol":"CVCO","ask_size":3,"bid_size":1,"ask_exchange":29,"ask_condition":0,"bid_exchange":29,"ask":494.33,"bid":475.75,"bid_condition":0,"timestamp":"2025-08-20T16:03:05.142"}
{"symbol":"KLXY","ask_size":200,"bid_size":200,"ask_exchange":29,"ask_condition":0,"bid_exchange":29,"ask":37.18,"bid":12.40,"bid_condition":0,"timestamp":"2025-08-20T16:10:05.032"}
{"symbol":"IFRX","ask_size":45,"bid_size":100,"ask_exchange":29,"ask_condition":0,"bid_exchange":29,"ask":0.9500,"bid":0.7510,"bid_condition":0,"timestamp":"2025-08-20T16:21:05.781"}
{"symbol":"SCS","ask_size":100,"bid_size":100,"ask_exchange":29,"ask_condition":0,"bid_exchange":29,"ask":17.60,"bid":14.64,"bid_condition":0,"timestamp":"2025-08-20T16:19:55.101"}
{"symbol":"BBC","ask_size":2800,"bid_size":100,"ask_exchange":29,"ask_condition":0,"bid_exchange":29,"ask":24.06,"bid":13.29,"bid_condition":0,"timestamp":"2025-08-20T16:33:50.877"}'
python/pandas:
schema: *id006
example: 'timestamp symbol bid_size bid_exchange bid bid_condition ask_size ask_exchange ask ask_condition
0 2026-04-27 12:13:13.953000-04:00 AAPL 158 29 266.9 0 22 29 266.92 0
'
python/polars:
schema: *id006
example: 'shape: (1, 10)
┌────────────────────────────────┬────────┬──────────┬──────────────┬───────┬───────────────┬──────────┬──────────────┬────────┬───────────────┐
│ timestamp ┆ symbol ┆ bid_size ┆ bid_exchange ┆ bid ┆ bid_condition ┆ ask_size ┆ ask_exchange ┆ ask ┆ ask_condition │
│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │
│ datetime[ms, America/New_York] ┆ str ┆ i64 ┆ i64 ┆ f64 ┆ i64 ┆ i64 ┆ i64 ┆ f64 ┆ i64 │
╞════════════════════════════════╪════════╪══════════╪══════════════╪═══════╪═══════════════╪══════════╪══════════════╪════════╪═══════════════╡
│ 2026-04-27 12:13:13.953 EDT ┆ AAPL ┆ 158 ┆ 29 ┆ 266.9 ┆ 0 ┆ 22 ┆ 29 ┆ 266.92 ┆ 0 │
└────────────────────────────────┴────────┴──────────┴──────────────┴───────┴───────────────┴──────────┴──────────────┴────────┴───────────────┘
'
/stock/snapshot/market_value:
x-skip-concurrent-limit: true
x-min-subscription: standard
x-symbol-wildcard: true
get:
summary: Market Value
operationId: stock_snapshot_market_value
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''pandas'')
df = client.stock_snapshot_market_value(symbol=[''AAPL''])
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''polars'')
df = client.stock_snapshot_market_value(symbol=[''AAPL''])
'
tags:
- Snapshot
description: '* Returns a real-time market value derived from the last BBO quote from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
* Returns a 15-minute delayed market value derived from an NBBO quote from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) if the account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.
- Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
'
x-sample-urls:
- url: http://127.0.0.1:25503/v3/stock/snapshot/market_value?symbol=*
description: Returns last market value for stocks for all symbols
- url: http://127.0.0.1:25503/v3/stock/snapshot/market_value?symbol=AAPL&venue=nqb
description: Returns market value for a given stock trade from the Nasdaq Basic feed
- url: http://127.0.0.1:25503/v3/stock/snapshot/market_value?symbol=*&format=html
description: Click to open in browser (HTML)
parameters:
- $ref: '#/components/parameters/multi_symbol'
- $ref: '#/components/parameters/venue'
- $ref: '#/components/parameters/min_time'
- $ref: '#/components/parameters/format'
responses:
'200':
description: Returns last market value for stocks for all symbols
content:
text/csv:
schema:
type: array
items: &id007
type: object
properties:
timestamp:
type: string
format: date-time
description: The timestamp in YYYY-MM-DDTHH:mm:ss.SSS format.
symbol:
type: string
description: The symbol of the contract, or stock / underlying asset / option / index.
market_bid:
type: number
description: The last market bid
market_ask:
type: number
description: The last market ask
market_price:
type: number
description: The last market value price
example: "timestamp,symbol,market_bid,market_ask,market_price\r\n2025-12-16T11:47:50.854,CVCO,590.60,595.55,593.07\r\n2025-12-16T11:02:05.409,KLXY,26.77,27.69,27.23\r\n2025-12-16T11:47:52.923,FXR,80.23,80.27,80.25\r\n2025-12-16T11:47:53.496,AAPL,273.22,273.23,273.22"
application/json:
schema: &id008
type: array
items: *id007
example: "{\n \"response\": [\n {\"symbol\":\"CVCO\",\"market_bid\":590.60,\"market_ask\":595.55,\"market_price\":593.07,\"timestamp\":\"2025-12-16T11:47:50.854\"},\n {\"symbol\":\"KLXY\",\"market_bid\":26.77,\"market_ask\":27.69,\"market_price\":27.23,\"timestamp\":\"2025-12-16T11:02:05.409\"},\n {\"symbol\":\"FXR\",\"market_bid\":80.23,\"market_ask\":80.27,\"market_price\":80.25,\"timestamp\":\"2025-12-16T11:47:52.923\"},\n {\"symbol\":\"AAPL\",\"market_bid\":273.22,\"market_ask\":273.23,\"market_price\":273.22,\"timestamp\":\"2025-12-16T11:47:53.496\"}\n ]\n}\n"
application/x-ndjson:
schema: *id008
example: '{"symbol":"CVCO","market_bid":590.60,"market_ask":595.55,"market_price":593.07,"timestamp":"2025-12-16T11:47:50.854"}
{"symbol":"KLXY","market_bid":26.77,"market_ask":27.69,"market_price":27.23,"timestamp":"2025-12-16T11:02:05.409"}
{"symbol":"FXR","market_bid":80.23,"market_ask":80.27,"market_price":80.25,"timestamp":"2025-12-16T11:47:52.923"}
{"symbol":"AAPL","market_bid":273.22,"market_ask":273.23,"market_price":273.22,"timestamp":"2025-12-16T11:47:53.496"}'
python/pandas:
schema: *id008
example: 'timestamp symbol market_bid market_ask market_price
0 2026-04-27 12:13:13.953000-04:00 AAPL 266.9 266.91 266.9
'
python/polars:
schema: *id008
example: 'shape: (1, 5)
┌────────────────────────────────┬────────┬────────────┬────────────┬──────────────┐
│ timestamp ┆ symbol ┆ market_bid ┆ market_ask ┆ market_price │
│ --- ┆ --- ┆ --- ┆ --- ┆ --- │
│ datetime[ms, America/New_York] ┆ str ┆ f64 ┆ f64 ┆ f64 │
╞════════════════════════════════╪════════╪════════════╪════════════╪══════════════╡
│ 2026-04-27 12:13:13.953 EDT ┆ AAPL ┆ 266.9 ┆ 266.91 ┆ 266.9 │
└────────────────────────────────┴────────┴────────────┴────────────┴──────────────┘
'
/option/snapshot/ohlc:
x-skip-concurrent-limit: true
x-min-subscription: value
get:
summary: Open High Low Close
operationId: option_snapshot_ohlc
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''pandas'')
df = client.option_snapshot_ohlc(symbol=''AAPL'', expiration=date(2027, 1, 15))
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''polars'')
df = client.option_snapshot_ohlc(symbol=''AAPL'', expiration=date(2027, 1, 15))
'
tags:
- Snapshot
description: '- Retrieve a real-time last ohlc of an option contract for the trading day.
- You might need to change the default expiration date to a different date if it is past the current date.
'
x-sample-urls:
- url: http://127.0.0.1:25503/v3/option/snapshot/ohlc?symbol=AAPL&expiration=20270115&right=call&strike=270.000
description: Returns OHLC for a given option contract
- url: http://127.0.0.1:25503/v3/option/snapshot/ohlc?symbol=AAPL&expiration=*
description: Returns OHLC for all option contracts
- url: http://127.0.0.1:25503/v3/option/snapshot/ohlc?symbol=AAPL&expiration=*&format=html
description: Click to open in browser (HTML)
parameters:
- $ref: '#/components/parameters/single_symbol'
- $ref: '#/components/parameters/expiration'
- $ref: '#/components/parameters/strike'
- $ref: '#/components/parameters/right'
- $ref: '#/components/parameters/max_dte'
- $ref: '#/components/parameters/strike_range'
- $ref: '#/components/parameters/min_time'
- $ref: '#/components/parameters/format'
responses:
'200':
description: Returns OHLC for a given option contract
content:
text/csv:
schema:
type: array
items: &id009
type: object
properties:
timestamp:
type: string
format: date-time
description: The timestamp in YYYY-MM-DDTHH:mm:ss.SSS format.
symbol:
type: string
description: The symbol of the contract, or stock / underlying asset / option / index.
expiration:
type: string
format: date
description: Expiration date of the contract in YYYY-MM-DD format.
strike:
type: number
description: Strike price of the contract in dollars 180.00
right:
type: string
description: Indicates whether the contract is a call or put option.
open:
type: number
description: The opening trade price.
high:
type: number
description: The highest traded price.
low:
type: number
description: The lowest traded price.
close:
type: number
description: The closing traded price.
volume:
type: integer
description: The amount of contracts / shares traded.
count:
type: integer
description
# --- truncated at 32 KB (136 KB total) ---
# Full source: https://raw.githubusercontent.com/api-evangelist/thetadata/refs/heads/main/openapi/thetadata-snapshot-api-openapi.yml